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Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic

Mensi, Walid; Yousaf, Imran; Vo Xuan Vinh; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 10, pp. 4408-4435

Persistent link: https://www.econbiz.de/10014456152

Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond

Mensi, Walid; Ur Rehman, Mobeen; Vo Xuan Vinh - In: International review of financial analysis 81 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013411188

Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic

Mensi, Walid; Hanif, Waqas; Vo Xuan Vinh; Choi, Ki-hong; … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014484004

Upside/Downside Spillovers between Oil and Chinese Stock Sectors : From the Global Financial Crisis to Global Pandemic

mensi, walid; Hanif, Waqas; Vo Xuan Vinh; Yoon, Seong-min - 2022

This paper examines the effects of the COVID-19 outbreak, recent fluctuation in oil prices, and global and European financial crises on dependence structure and asymmetric risk spillovers between crude oil and Chinese stock sectors. Using time-varying symmetric and asymmetric copula functions...

Persistent link: https://www.econbiz.de/10013492729

Liquidity and return relationships in an emerging market

Batten, Jonathan A.; Vo Xuan Vinh - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 5-21

Persistent link: https://www.econbiz.de/10010402615

International financial integration: an empirical investigation into Asian equity markets pre- and post-1997 Asian financial crisis

Vo Xuan Vinh; Daly, Kevin James - In: Asia Pacific financial markets in comparative …, (pp. 75-100). 2005

Persistent link: https://www.econbiz.de/10003282296

Spillover and risk transmission between the term structure of the US interest rates and Islamic equities

Umar, Zaghum; Yousaf, Imran; Gubareva, Mariya; Vo Xuan Vinh - In: Pacific-Basin finance journal 72 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013370392

The pricing of bad contagion in cryptocurrencies : a four-factor pricing model

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013335981

Modelling the quantile cross-coherence between exchange rates : Does the COVID-19 pandemic change the interlinkage structure?

Ur Rehman, Mobeen; Al Rababa'a, Abdel Razzaq; El-Nader, … - In: Journal of international financial markets, … 76 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013412813

Reputational contagion from the Silicon Valley Bank debacle

Ali, Shoaib; Naveed, Muhammad; Gubareva, Mariya; Vo … - In: Research in international business and finance 69 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015052811